Haiming Song
Orcid: 0000-0001-7163-8894
According to our database1,
Haiming Song
authored at least 11 papers
between 2012 and 2024.
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Bibliography
2024
A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis.
Comput. Appl. Math., September, 2024
Error analysis of finite difference scheme for American option pricing under regime-switching with jumps.
J. Comput. Appl. Math., February, 2024
Primal-dual active set method for evaluating American put options on zero-coupon bonds.
Comput. Appl. Math., 2024
2023
J. Sci. Comput., February, 2023
2022
Comput. Appl. Math., March, 2022
Projection and contraction method for the valuation of American options under regime switching.
Commun. Nonlinear Sci. Numer. Simul., 2022
2020
Commun. Nonlinear Sci. Numer. Simul., 2020
Comput. Appl. Math., 2020
2015
Commun. Nonlinear Sci. Numer. Simul., 2015
Commun. Nonlinear Sci. Numer. Simul., 2015
2012
Collocation methods for nonlinear convolution Volterra integral equations with multiple proportional delays.
Appl. Math. Comput., 2012